Implied volatility

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51REPORT ON THE SECONDARY MARKET FOR RGGI CO2 ALLOWANCES: SECOND QUARTER 2015 Prepared for: RGGI, Inc., on behalf of the RGGI Participating States Prepared By:

REPORT ON THE SECONDARY MARKET FOR RGGI CO2 ALLOWANCES: SECOND QUARTER 2015 Prepared for: RGGI, Inc., on behalf of the RGGI Participating States Prepared By:

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Source URL: www.rggi.org

Language: English - Date: 2015-08-25 16:00:36
52Serie Banca Central N°XV

Serie Banca Central N°XV

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Source URL: www.bcentral.cl

Language: English - Date: 2011-02-02 08:28:00
53Trading Restrictions and Over-valuation of Covered Warrants in China Abstract This paper examines the valuation of covered warrants traded in China and finds that the implied volatility is consistently higher than the re

Trading Restrictions and Over-valuation of Covered Warrants in China Abstract This paper examines the valuation of covered warrants traded in China and finds that the implied volatility is consistently higher than the re

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Source URL: www.nzfc.ac.nz

- Date: 2012-02-15 19:46:53
    54Testing Volatility Restrictions on Intertemporal Marginal Rates of Substitution Implied by Euler Equations and Asset Returns Stephen G. Cecchetti; Pok-Sang Lam; Nelson C. Mark The Journal of Finance, Vol. 49, No. 1. (Mar

    Testing Volatility Restrictions on Intertemporal Marginal Rates of Substitution Implied by Euler Equations and Asset Returns Stephen G. Cecchetti; Pok-Sang Lam; Nelson C. Mark The Journal of Finance, Vol. 49, No. 1. (Mar

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    Source URL: people.brandeis.edu

    - Date: 2014-02-08 16:48:35
      55CBOE new VIX Implied Volatility Index

      CBOE new VIX Implied Volatility Index

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      Source URL: www-csfi.sigmath.es.osaka-u.ac.jp

      - Date: 2010-07-28 11:38:35
        56Discussion Paper Seriesrevised version ofModel-Free Implied Volatility: From Surface to Index  M. Fukasawa, I. Ishida, N. Maghrebi, K. Oya, M.

        Discussion Paper Seriesrevised version ofModel-Free Implied Volatility: From Surface to Index M. Fukasawa, I. Ishida, N. Maghrebi, K. Oya, M.

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        Source URL: www-csfi.sigmath.es.osaka-u.ac.jp

        Language: English - Date: 2012-01-19 05:15:19
          57JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS  Vol. 48, No. 6, Dec. 2013, pp. 1813–1845 COPYRIGHT 2013, MICHAEL G. FOSTER SCHOOL OF BUSINESS, UNIVERSITY OF WASHINGTON, SEATTLE, WA 98195

          JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS Vol. 48, No. 6, Dec. 2013, pp. 1813–1845 COPYRIGHT 2013, MICHAEL G. FOSTER SCHOOL OF BUSINESS, UNIVERSITY OF WASHINGTON, SEATTLE, WA 98195

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          Source URL: faculty.london.edu

          Language: English - Date: 2014-05-19 05:28:42
          58

          PDF Document

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          Source URL: www.eia.gov

          Language: English - Date: 2009-04-23 16:48:18
          59Office of Economic Analysis Memo re: Economic Perspective on Employee Option Expensing: Valuation and Implementation of FAS 123(R)

          Office of Economic Analysis Memo re: Economic Perspective on Employee Option Expensing: Valuation and Implementation of FAS 123(R)

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          Source URL: edgar.sec.gov

          Language: English - Date: 2005-03-29 14:02:21
          60CREATES Research PaperBayesian Option Pricing Using Mixed Normal Heteroskedasticity Models Jeroen V.K. Rombouts and Lars Stentoft  School of Economics and Management

          CREATES Research PaperBayesian Option Pricing Using Mixed Normal Heteroskedasticity Models Jeroen V.K. Rombouts and Lars Stentoft School of Economics and Management

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          Source URL: www.econ.au.dk

          Language: English - Date: 2011-09-21 09:12:59